Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47802.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46407.9 Kr¶

PnL: ---------------------------------------> -480.67 Kr¶

DD now: ---------------------------------> -1.701 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:43:29.280772'

Anic Portfolio¶

Today¶

Return: 1.033 %¶

This Week¶

Return: 0.567 %¶

Total¶

Return: 56.494 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.890000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 1.020000 2761.500000 125.500000 4.760000 2636.000010
FM Mattsson Mora Group B 50 -0.660000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.580000 3446.400000 69.400000 2.060000 3377.000000
Corem Property Group B 59 2.900000 628.940000 51.940000 9.000000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.480000 383.800000 28.800000 8.110000 355.000000
AcadeMedia 12 0.410000 581.760000 24.760000 4.450000 557.000004
Resurs Holding 22 3.820000 598.400000 24.400000 4.250000 573.999998
Boozt 12 3.030000 1674.000000 20.000000 1.210000 1653.999996
OEM International B 7 2.090000 547.400000 19.400000 3.670000 527.999997
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
HMS Networks 2 0.700000 691.200000 18.200000 2.700000 673.000000
Intrum 4 0.750000 540.200000 13.200000 2.500000 527.000000
Eastnine 4 -1.730000 500.800000 9.800000 2.000000 491.000000
Essity A 4 0.520000 1156.000000 7.000000 0.610000 1149.000000
Coor Service Management Hold. 8 1.660000 538.800000 6.800000 1.280000 532.000000
Essity B 2 1.050000 577.200000 3.200000 0.560000 574.000000
Swedbank A 3 0.750000 567.150000 3.150000 0.560000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Securitas B 6 0.570000 567.000000 -3.000000 -0.530000 570.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
CTEK 13 2.260000 529.100000 -4.900000 -0.920000 533.999999
Nordea Bank Abp 29 0.470000 3437.080000 -16.920000 -0.490000 3453.999992
Karnov Group 9 0.170000 518.400000 -17.600000 -3.280000 536.000004
Midsona B 63 0.920000 553.140000 -29.860000 -5.120000 582.999984
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 0.280000 540.000000 -54.570000 -9.180000 594.565215
Axfood 13 0.210000 3649.100000 -106.900000 -2.850000 3756.000001
OX2 18 2.460000 1461.600000 -202.400000 -12.160000 1663.999992
Fasadgruppen Group 35 0.510000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 1.620000 2938.000000 -424.000000 -12.610000 3361.999992
TOTAL 46407.900000 -480.670000 -1.70074% 46888.564618

Updated:¶

'2023-01-20 10:43:41.707733'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶